The best indicator for Valero Energy (VLO)
We backtested 20 indicators across daily, weekly and hourly charts on real Valero Energy (VLO) history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
Donchian Breakout
On the daily chart, this is the strongest risk-adjusted edge we found for Valero Energy (VLO) over ~44.4 years — trailing buy-and-hold by 1.4% CAGR.
The winner on each chart
Every indicator, ranked
Ranked by Sharpe (risk-adjusted return). Hypothetical, fees included.
| # | Indicator | TF | CAGR | Sharpe | Max DD | Win | Trades | vs B&H |
|---|---|---|---|---|---|---|---|---|
| 1 | Donchian Breakout ✓ | Daily | 10.8% | 0.53 | -54.8% | 43.9% | 180 | -1.4% |
| 2 | MACD ✓ | Daily | 11.8% | 0.52 | -65.1% | 45.6% | 430 | -0.4% |
| 3 | EMA 50/200 Cross ✓ | Daily | 10.0% | 0.48 | -64.6% | 41.2% | 34 | -2.2% |
| 4 | EMA-10 Trend ✓ | Daily | 9.8% | 0.47 | -81.0% | 39.4% | 964 | -2.4% |
| 5 | Donchian Midline ✓ | Daily | 9.9% | 0.47 | -79.5% | 38.9% | 586 | -2.3% |
| 6 | Rate of Change ✓ | Daily | 9.3% | 0.45 | -80.0% | 41.1% | 683 | -2.9% |
| 7 | SMA 50/200 Cross ✓ | Daily | 8.9% | 0.44 | -68.5% | 61.3% | 31 | -3.3% |
| 8 | RSI Trend (>50) ✓ | Daily | 8.6% | 0.43 | -83.2% | 36.1% | 590 | -3.6% |
| 9 | EMA 20/50 Cross ✓ | Weekly | 8.7% | 0.43 | -82.9% | 52.6% | 19 | -3.7% |
| 10 | EMA 20/50 Cross ✓ | Daily | 8.3% | 0.42 | -64.5% | 41.4% | 111 | -3.9% |
| 11 | RSI Trend (>50) ✓ | Weekly | 8.3% | 0.42 | -71.4% | 47.7% | 128 | -4.1% |
| 12 | ADX / DMI ✓ | Daily | 6.5% | 0.39 | -72.3% | 42.5% | 287 | -5.7% |
| 13 | Bollinger Breakout ✓ | Daily | 5.8% | 0.37 | -56.7% | 47.1% | 206 | -6.4% |
| 14 | Heikin-Ashi Trend ✓ | Daily | 6.7% | 0.37 | -72.3% | 44.9% | 2109 | -5.5% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
For Valero Energy (VLO), Donchian Breakout on the daily timeframe gave the best balance of return and risk in our test. It still trailed buy-and-hold on raw return — but remember: this is a hypothetical backtest of a standard rule, not a recommendation. Markets change. See the methodology and disclaimer.
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